Dow Jones AIG Commodity Index(redirected from DJ-AIGCI)
Dow Jones AIG Commodity Index
A futures commodity index listing 19 different commodities in the United States. It is designed to be a diversified and liquid index tracking the performance of physical commodities in the United States. It weights the commodities listed according to liquidity and dollar-adjusted production data. However, unlike other commodity indices, the DJ-AIGCI sets limits on its weighting so as to maintain its own diversification. It is a rolling index, which means that futures near their delivery dates must be sold so as to avoid delivery of the underlying.